-23.9%
CPRT vs DKS
-29.5%
+5.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.7% | -2.7% | +4.2% |
| 7D | +12.6% | +8.4% | +4.2% | +11.7% |
| 30D | +18.0% | +7.7% | +10.3% | +17.1% |
| 3M | +11.0% | -25.8% | +36.7% | +13.5% |
| 6M | -2.0% | -31.0% | +29.0% | +1.7% |
| YTD | -16.7% | -23.8% | +7.1% | -14.2% |
| 1Y | -23.9% | -29.8% | +5.9% | -21.4% |
| All | -23.9% | -29.5% | +5.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling